The covariance matrix

CORRECTION: At 10:56 we shouldn't divide by 4 to get the covariance, we should divide by 1+1+1+1/3, which is 10/3. That means the covariances are the following:
Var(x) = 1.056
Var(y) = 0.864
Cov(x,y) = 0.768
(Thank you Shivkumar Pippal!)

Mean, variance, covariance, and the covariance matrix for a dataset and a weighted dataset.

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Видео The covariance matrix канала Luis Serrano